Related papers: The Harmonic Analysis of Kernel Functions
In this paper, we propose a novel algorithm for the identification of Hammerstein systems. Adopting a Bayesian approach, we model the impulse response of the unknown linear dynamic system as a realization of a zero-mean Gaussian process.…
In this contribution, we propose a kernel-based method for the identification of linear systems from noisy and incomplete input-output datasets. We model the impulse response of the system as a Gaussian process whose covariance matrix is…
We propose a new method for blind system identification. Resorting to a Gaussian regression framework, we model the impulse response of the unknown linear system as a realization of a Gaussian process. The structure of the covariance matrix…
In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline…
In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline…
Kernel methods are ubiquitous tools in machine learning. However, there is often little reason for the common practice of selecting a kernel a priori. Even if a universal approximating kernel is selected, the quality of the finite sample…
This paper presents a kernel-based framework for physics-informed nonlinear system identification. The key contribution is a structured methodology that extends kernel-based techniques to seamlessly embed partially known physics-based…
In the last years, the success of kernel-based regularisation techniques in solving impulse response modelling tasks has revived the interest on linear system identification. In this work, an alternative perspective on the same problem is…
In this paper we propose a new identification scheme for Hammerstein systems, which are dynamic systems consisting of a static nonlinearity and a linear time-invariant dynamic system in cascade. We assume that the nonlinear function can be…
This paper introduces a computational framework to identify nonlinear input-output operators that fit a set of system trajectories while satisfying incremental integral quadratic constraints. The data fitting algorithm is thus regularized…
Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…
Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick…
In this paper, by mapping datasets to a set of non-linear coherent states, the process of encoding inputs in quantum states as a non-linear feature map is re-interpreted. As a result of this fact that the Radial Basis Function is recovered…
A different route to identification of time-invariant linear systems has been recently proposed which does not require committing to a specific parametric model structure. Impulse responses are described in a nonparametric Bayesian…
Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…
Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…
In this paper, we propose an outlier-robust regularized kernel-based method for linear system identification. The unknown impulse response is modeled as a zero-mean Gaussian process whose covariance (kernel) is given by the recently…
The kernel-based method has been successfully applied in linear system identification using stable kernel designs. From a Gaussian process perspective, it automatically provides probabilistic error bounds for the identified models from the…
Kernel Estimation provides an unbinned and non-parametric estimate of the probability density function from which a set of data is drawn. In the first section, after a brief discussion on parametric and non-parametric methods, the theory of…
Scaling analysis, in which one infers scaling exponents and a scaling function in a scaling law from given data, is a powerful tool for determining universal properties of critical phenomena in many fields of science. However, there are…